Q1:\ For the following system:- Y(k)=ay(k-1) + bu(k) + e(k) Where e is a zero mean white noise and u is a square wave signal with +4, -4 amplitude and 6 samples period, y are observed for 6 samples and as shown below: y(k)= [4.1 7.8 12 8.2 4 0.1]

Q1:\ For the following system:- Y(k)=ay(k-1) + bu(k) + e(k) Where e is a zero mean white noise and u is a square wave signal with +4, -4 amplitude and 6 samples period, y are observed for 6 samples and as shown below: y(k)= [4.1 7.8 12 8.2 4 0.1]

Database System Concepts

7th Edition

ISBN:9780078022159

Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan

Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan

Chapter1: Introduction

Section: Chapter Questions

Problem 1PE

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Q1:\ For the following system:-
Y(k)=ay(k-1) + bu(k) + e(k)
Where e is a zero mean white noise andu is a square wave signal with +4, -4
amplitude and 6 samples period, y are observed for 6 samples and as shown below:
y(k)= [4.1 7.8 12 8.2 4 0.1]
1- Use least squares estimation theory to estimate a and b.
2- Use the recursive simple algorithm to recursively estimate a and b.

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